Stochastic differential equations with perturbations driven by G-Brownian motion
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Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
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Cites work
- scientific article; zbMATH DE number 53723 (Why is no real title available?)
- A note on the stochastic differential equations driven by \(G\)-Brownian motion
- Backward stochastic Volterra integral equations with additive perturbations
- Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
- Exponential stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Functionally perturbed stochastic differential equations
- Multi-valued stochastic differential equations driven by \(G\)-Brownian motion and related stochastic control problems
- Neutral stochastic functional differential equations with additive perturbations
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- On Stochastic Processes Defined by Differential Equations with a Small Parameter
- On perturbed nonlinear Itô type stochastic integrodifferential equations
- Path independence of additive functionals for stochastic differential equations under \(G\)-framework
- Quantitative results for perturbed stochastic differential equations
- Reflected backward stochastic differential equations with perturbations
- Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
Cited in
(12)- Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions
- Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion
- A note on the stochastic differential equations driven by \(G\)-Brownian motion
- Stochastic analysis for vector-valued generalized grey Brownian motion
- scientific article; zbMATH DE number 7172200 (Why is no real title available?)
- A generalized stochastic differential utility driven by \(G\)-Brownian motion
- Stochastic dynamics of a two-species patch-system with ratio-dependent functional response
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion
- On oscillations of the geometric Brownian motion with time-delayed drift
- The support of the solution for stochastic differential equations driven by G-Brownian motion
- Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion
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